Verfügbarkeit: How Risky Are Banks' Risk Weighted Assets?

How Risky Are Banks' Risk Weighted Assets?: Evidence From the Financial Crisis

We study how investors account for the riskiness of banks'' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Euro...

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1. Verfasser:	Das, Sonali (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2012
Schriftenreihe:	IMF Working Papers Working Paper No. 12/36
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	We study how investors account for the riskiness of banks'' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks, investors paid less attention to RWA and rewarded instead lower wholesale funding and better asset quality. RWA do not, in general, predict market measures of risk although there is evidence of a positive relationship before the US crisis which becomes negative afterwards
Beschreibung:	1 Online-Ressource (38 p)
ISBN:	1463933797 9781463933791

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spelling	Das, Sonali Verfasser aut How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis Das, Sonali Washington, D.C International Monetary Fund 2012 1 Online-Ressource (38 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/36 We study how investors account for the riskiness of banks'' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks, investors paid less attention to RWA and rewarded instead lower wholesale funding and better asset quality. RWA do not, in general, predict market measures of risk although there is evidence of a positive relationship before the US crisis which becomes negative afterwards Online-Ausg Sy, Amadou N. R. Sonstige oth http://elibrary.imf.org/view/IMF001/12600-9781463933791/12600-9781463933791/12600-9781463933791.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Das, Sonali How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
title	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
title_auth	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
title_exact_search	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
title_exact_search_txtP	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
title_full	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis Das, Sonali
title_fullStr	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis Das, Sonali
title_full_unstemmed	How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis Das, Sonali
title_short	How Risky Are Banks' Risk Weighted Assets?
title_sort	how risky are banks risk weighted assets evidence from the financial crisis
title_sub	Evidence From the Financial Crisis
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